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benbenbang / libitofin Public

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feat(itofin-py): expose swaption volatility structures to Python - #617

#617

Merged

benbenbang merged 3 commits into

mainbenbenbang/libitofin:mainfrom

fable/612benbenbang/libitofin:fable/612Copy head branch name to clipboard

Jul 27, 2026

Conversation Commits3 (3)Checks Files changed

Merged

feat(itofin-py): expose swaption volatility structures to Python#617
benbenbang merged 3 commits into
mainfrom
fable/612

Commits

Commits on Jul 27, 2026

feat(itofin-py): expose swaption volatility structures to Python
benbenbang
committed
feat(itofin-py): add Black swaption engine bindings
benbenbang
committed
test(itofin-py): add tests for black swaption pricing
benbenbang
committed

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